Modelling and Investigating the Differences and Similarities in the Volatility of the Stocks Return in Tehran Stock Exchange Using the Hybrid Model PANEL-GARCH

Subject Areas : Financial Mathematics

Hossein Panahian ¹ , Seyed Reza Ghazi Fini ²

1 - Department Of Accounting , Kashan Branch , Islamic Azad University , Kashan , Iran
2 - Department of Accounting, Kashan Branch, Islamic Azad University, Kashan, Iran

Received: 2018-06-20 Accepted : 2018-06-20 Published : 2018-06-01

Keywords:

References:

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